Pages that link to "Item:Q2513627"
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The following pages link to GlueVaR risk measures in capital allocation applications (Q2513627):
Displaying 18 items.
- What attitudes to risk underlie distortion risk measure choices? (Q320275) (← links)
- Upper bounds for strictly concave distortion risk measures on moment spaces (Q1799647) (← links)
- Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation (Q2106746) (← links)
- On capital allocation for a risk measure derived from ruin theory (Q2138618) (← links)
- A tail measure with variable risk tolerance: application in dynamic portfolio insurance strategy (Q2152243) (← links)
- Optimal capital allocation principles considering capital shortfall and surplus risks in a hierarchical corporate structure (Q2234769) (← links)
- Tail subadditivity of distortion risk measures and multivariate tail distortion risk measures (Q2364013) (← links)
- Haezendonck-Goovaerts capital allocation rules (Q2665852) (← links)
- Optimal reinsurance with multiple reinsurers: competitive pricing and coalition stability (Q2665861) (← links)
- Can a regulatory risk measure induce profit-maximizing risk capital allocations? The case of conditional tail expectation (Q2665868) (← links)
- Capital allocation with multivariate convex risk measures (Q2698586) (← links)
- Capital allocation based on Haezendonck-Goovaerts risk measure (Q2992795) (← links)
- RISK MEASURES DERIVED FROM A REGULATOR’S PERSPECTIVE ON THE REGULATORY CAPITAL REQUIREMENTS FOR INSURERS (Q5140089) (← links)
- Fundamentals of Risk Measurement and Aggregation for Insurance Applications (Q5268459) (← links)
- Optimal reinsurance policy under a new distortion risk measure (Q6107604) (← links)
- A new family of aggregation functions for intervals (Q6144331) (← links)
- Revisit optimal reinsurance under a new distortion risk measure (Q6579736) (← links)
- Multinomial backtesting of distortion risk measures (Q6665595) (← links)
